Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity

Hiroyuki Kasahara, 博幸 笠原, Katsumi Shimotsu and 克己 下津

No 2011-03, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: dynamic discrete choice; value function mapping; nested pseudo; likelihood; unobserved; heterogeneity; equilibrium constraint (search for similar items in EconPapers)
JEL-codes: C13 C14 C63 (search for similar items in EconPapers)
Pages: 33 pages
Date: 2011-03
New Economics Papers: this item is included in nep-dcm, nep-dge and nep-ecm
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Citations: View citations in EconPapers (5)

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